CME Japanese Yen Future September 2022

Trading Metrics calculated at close of trading on 26-Jul-2022

Day Change Summary
	Previous	Current
	25-Jul-2022	26-Jul-2022	Change	Change %	Previous Week
Open	0.7378	0.7348	-0.0030	-0.4%	0.7254
High	0.7390	0.7369	-0.0021	-0.3%	0.7408
Low	0.7341	0.7331	-0.0011	-0.1%	0.7231
Close	0.7345	0.7346	0.0001	0.0%	0.7374
Range	0.0049	0.0038	-0.0011	-21.6%	0.0177
ATR	0.0072	0.0070	-0.0002	-3.4%	0.0000
Volume	119,820	95,995	-23,825	-19.9%	625,341

Daily Pivots for day following 26-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7462	0.7442	0.7366
R3	0.7424	0.7404	0.7356
R2	0.7386	0.7386	0.7352
R1	0.7366	0.7366	0.7349	0.7357
PP	0.7348	0.7348	0.7348	0.7344
S1	0.7328	0.7328	0.7342	0.7319
S2	0.7310	0.7310	0.7339
S3	0.7272	0.7290	0.7335
S4	0.7234	0.7252	0.7325

Weekly Pivots for week ending 22-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7868	0.7798	0.7471
R3	0.7691	0.7621	0.7422
R2	0.7514	0.7514	0.7406
R1	0.7444	0.7444	0.7390	0.7479
PP	0.7337	0.7337	0.7337	0.7355
S1	0.7267	0.7267	0.7357	0.7302
S2	0.7160	0.7160	0.7341
S3	0.6983	0.7090	0.7325
S4	0.6806	0.6913	0.7276

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7408	0.7231	0.0177	2.4%	0.0065	0.9%	65%	False	False	130,414
10	0.7408	0.7209	0.0199	2.7%	0.0062	0.8%	69%	False	False	131,714
20	0.7461	0.7209	0.0253	3.4%	0.0065	0.9%	54%	False	False	140,003
40	0.7940	0.7209	0.0731	10.0%	0.0078	1.1%	19%	False	False	129,217
60	0.7958	0.7209	0.0750	10.2%	0.0075	1.0%	18%	False	False	86,242
80	0.8295	0.7209	0.1087	14.8%	0.0073	1.0%	13%	False	False	64,707
100	0.8773	0.7209	0.1565	21.3%	0.0068	0.9%	9%	False	False	51,793
120	0.8786	0.7209	0.1578	21.5%	0.0060	0.8%	9%	False	False	43,171

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7530
2.618	0.7468
1.618	0.7430
1.000	0.7407
0.618	0.7392
HIGH	0.7369
0.618	0.7354
0.500	0.7350
0.382	0.7345
LOW	0.7331
0.618	0.7307
1.000	0.7293
1.618	0.7269
2.618	0.7231
4.250	0.7169

Fisher Pivots for day following 26-Jul-2022
Pivot	1 day	3 day
R1	0.7350	0.7345
PP	0.7348	0.7344
S1	0.7347	0.7343

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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